Recherche
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Piecewise Deterministic Markov Processes based approach applied to an offshore oil production system
(Reliability Engineering and System Safety. vol. 126, pp. 126-134, 2014-06-01)Article de revue -
The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes
Communication dans un congrès -
Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes
Communication dans un congrès -
Singular Control for Discounted Markov Decision Processes in a General State Space.
Communication dans un congrès -
Convex analytic approach to the optimal stopping of a Markov chain
(Luniver Press, 2010)Chapitre d'ouvrage -
The expected total cost criterion for Markov decision processes under constraints
(Advances in Applied Probability. vol. 45, n° 3, pp. 837-859, 2013)Article de revue -
Finite Linear Programming Approximations of constrained discounted Markov decision processes
(SIAM Journal on Control and Optimization. vol. 51, n° 2, pp. 1298-1324, 2013)Article de revue -
Nonparametric estimation of the jump rate for piecewise-deterministic Markov processes
(Scandinavian Journal of Statistics. pp. 26, 2014)Article de revue